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Teoriya Veroyatnostei i ee Primeneniya, 2009, Volume 54, Issue 3, Pages 492–514
DOI: https://doi.org/10.4213/tvp2806 (Mi tvp2806) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Estimates from below for densities of martingale measures in the Dalang–Morton–Willinger theorem

D. B. Rokhlin

Southern Federal University, Faculty of Mathematics, Mechanics and Computer Sciences
Full-text PDF (237 kB) Citations (4)
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DOI: https://doi.org/10.4213/tvp2806
Received: 14.04.2008
Revised: 16.06.2009
English version:
Theory of Probability and its Applications, 2010, Volume 54, Issue 3, Pages 447–465
DOI: https://doi.org/10.1137/S0040585X97984310
Bibliographic databases:
Language: Russian
Citation: D. B. Rokhlin, “Estimates from below for densities of martingale measures in the Dalang–Morton–Willinger theorem”, Teor. Veroyatnost. i Primenen., 54:3 (2009), 492–514; Theory Probab. Appl., 54:3 (2010), 447–465
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v54/i3/p492
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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